+463.3%
GLW vs PBR
+98.1%
+365.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.5% | +4.0% | +7.1% |
| 7D | +14.0% | +2.5% | +11.6% | +13.6% |
| 30D | +0.4% | +19.4% | -19.0% | -2.1% |
| 3M | -11.3% | +20.8% | -32.1% | -13.9% |
| 6M | +35.1% | +23.5% | +11.6% | +28.9% |
| YTD | +90.5% | +83.4% | +7.1% | +67.8% |
| 1Y | +132.0% | +77.6% | +54.5% | +105.0% |
| 3Y | +463.3% | +99.9% | +363.5% | +377.6% |
| All | +463.3% | +98.1% | +365.2% | +377.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PBR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling